With growing popularity of mobile Internet, providing secure wireless services has become a critical issue. Physical layer security (PHY-security) has been recognized as an effective means to enhance wireless security by exploiting wireless medium characteristics, e.g., fading, noise, and interference. A particularly interesting PHY-security technology is cooperative relay due to the fact that it helps to provide distributed diversity and shorten access distance. This article offers a tutorial on various multi-antenna relaying technologies to improve security at physical layer. The state of the art research results on multi-antenna relay aided PHY-security as well as some secrecy performance optimization schemes are presented. In particular, we focus on large-scale MIMO (LS-MIMO) relaying technology, which is effective to tackle various challenging issues for implementing wireless PHY-security, such as short-distance interception without eavesdropper channel state information (CSI) and with imperfect legitimate CSI. Moreover, the future directions are identified for further enhancement of secrecy performance.